wbportfolio 1.52.1__py2.py3-none-any.whl → 1.52.2rc0__py2.py3-none-any.whl

wbportfolio/tests/models/transactions/test_fees.py

@@ -2,7 +2,6 @@ from datetime import timedelta
 from decimal import Decimal
 
 import pytest
-from wbfdm.factories import CashFactory
 from wbfdm.models import InstrumentPrice
 
 from wbportfolio.models import FeeCalculation, Fees, Product
@@ -11,19 +10,14 @@ from wbportfolio.models import FeeCalculation, Fees, Product
 def fees_calculation(price_id):
     price = InstrumentPrice.objects.get(id=price_id)
     product = Product.objects.get(id=price.instrument.id)
-    cash = CashFactory.create(currency=product.currency)
     yield {
-        "portfolio": product.primary_portfolio,
-        "linked_product": product,
-        "transaction_date": price.date,
+        "product": product,
+        "fee_date": price.date,
         "transaction_subtype": Fees.Type.MANAGEMENT,
-        "underlying_instrument": cash,
         "currency": product.currency,
         "calculated": True,
         "total_value": price.net_value,
-        "total_value_fx_portfolio": price.net_value,
         "total_value_gross": price.net_value,
-        "total_value_gross_fx_portfolio": price.net_value,
     }
 
 
@@ -38,14 +32,14 @@ class TestFeesModel:
         )  # no matter if estimated or not, we expect this fee to be on the resulting queryset
         calculated_fees_d1 = fees_factory.create(  # there will be a real fee for that date, type and product, so this will be filtered out
             calculated=True,
-            linked_product=fees_d0.linked_product,
-            transaction_date=(fees_d0.transaction_date + timedelta(days=1)),
+            product=fees_d0.product,
+            fee_date=(fees_d0.fee_date + timedelta(days=1)),
             transaction_subtype=fees_d0.transaction_subtype,
         )
         real_fees_d1 = fees_factory.create(
             calculated=False,
-            linked_product=calculated_fees_d1.linked_product,
-            transaction_date=calculated_fees_d1.transaction_date,
+            product=calculated_fees_d1.product,
+            fee_date=calculated_fees_d1.fee_date,
             transaction_subtype=calculated_fees_d1.transaction_subtype,
         )
 
@@ -61,6 +55,6 @@ class TestFeesModel:
         price = instrument_price_factory.create(instrument=product)  # post save must be called to compute fees
 
         fees = Fees.objects.get(
-            linked_product=product, fee_date=price.date, calculated=True, transaction_subtype=Fees.Type.MANAGEMENT
+            product=product, fee_date=price.date, calculated=True, transaction_subtype=Fees.Type.MANAGEMENT
         )
         assert fees.total_value == pytest.approx(price.net_value, rel=Decimal(1e-4))

wbportfolio/tests/models/transactions/test_trade_proposals.py

@@ -250,7 +250,7 @@ class TestTradeProposal:
         assert t3.weighting == normalized_t3_weight
 
     # Test resetting trades
-    def test_reset_trades(self, trade_proposal, instrument_factory, asset_position_factory):
+    def test_reset_trades(self, trade_proposal, instrument_factory, instrument_price_factory, asset_position_factory):
         """
         Verify trades are correctly reset based on effective and target portfolios.
         """
@@ -260,7 +260,6 @@ class TestTradeProposal:
         i1 = instrument_factory.create(currency=trade_proposal.portfolio.currency)
         i2 = instrument_factory.create(currency=trade_proposal.portfolio.currency)
         i3 = instrument_factory.create(currency=trade_proposal.portfolio.currency)
-
         # Build initial effective portfolio constituting only from two positions of i1 and i2
         asset_position_factory.create(
             portfolio=trade_proposal.portfolio, date=effective_date, underlying_instrument=i1, weighting=Decimal("0.7")
@@ -268,6 +267,9 @@ class TestTradeProposal:
         asset_position_factory.create(
             portfolio=trade_proposal.portfolio, date=effective_date, underlying_instrument=i2, weighting=Decimal("0.3")
         )
+        instrument_price_factory.create(instrument=i1, date=effective_date)
+        instrument_price_factory.create(instrument=i2, date=effective_date)
+        instrument_price_factory.create(instrument=i3, date=effective_date)
 
         # build the target portfolio
         target_portfolio = PortfolioDTO(

wbportfolio/urls.py

@@ -30,7 +30,6 @@ router.register(
 router.register(r"portfoliorole", viewsets.PortfolioRoleModelViewSet, basename="portfoliorole")
 
 
-router.register(r"transaction", viewsets.TransactionModelViewSet, basename="transaction")
 router.register(r"fees", viewsets.FeesModelViewSet, basename="fees")
 router.register(r"trade", viewsets.TradeModelViewSet, basename="trade")
 router.register(
@@ -79,8 +78,6 @@ portfolio_router.register(
 )
 portfolio_router.register(r"asset", viewsets.AssetPositionPortfolioModelViewSet, basename="portfolio-asset")
 portfolio_router.register(r"contributor", viewsets.ContributorPortfolioChartView, basename="portfolio-contributor")
-portfolio_router.register(r"fees", viewsets.FeesPortfolioModelViewSet, basename="portfolio-fees")
-portfolio_router.register(r"transaction", viewsets.TransactionPortfolioModelViewSet, basename="portfolio-transaction")
 portfolio_router.register(r"trade", viewsets.TradePortfolioModelViewSet, basename="portfolio-trade")
 portfolio_router.register(
     r"instrument", viewsets.InstrumentPortfolioThroughPortfolioModelViewSet, basename="portfolio-instrument"
@@ -101,9 +98,7 @@ portfolio_router.register(
     viewsets.CompositionModelPortfolioPandasView,
     basename="portfolio-modelcompositionpandas",
 )
-portfolio_router.register(
-    r"feesaggregated", viewsets.FeesAggregatedPortfolioPandasView, basename="portfolio-feesaggregated"
-)
+
 portfolio_router.register(
     r"distributionchart",
     viewsets.DistributionChartViewSet,
@@ -139,6 +134,8 @@ product_router = WBCoreRouter()
 product_router.register(r"nominalchart", viewsets.NominalProductChartView, basename="product-nominalchart")
 product_router.register(r"aumchart", viewsets.AUMProductChartView, basename="product-aumchart")
 product_router.register(r"claim", viewsets.ClaimProductModelViewSet, basename="product-claim")
+product_router.register(r"feesaggregated", viewsets.FeesAggregatedProductPandasView, basename="product-feesaggregated")
+product_router.register(r"fees", viewsets.FeesProductModelViewSet, basename="product-fees")
 
 # Subrouter for Trade Proposal
 trade_proposal_router = WBCoreRouter()

wbportfolio/viewsets/configs/buttons/mixins.py

@@ -53,8 +53,8 @@ class InstrumentButtonMixin:
                 bt.WidgetButton(key="portfolio_trades", label="Trades"),
                 bt.WidgetButton(key="instrument_subscriptionsredemptions", label="Subscriptions/Redemptions"),
                 bt.WidgetButton(key="instrument_trades", label="Trades (Implemented)"),
-                bt.WidgetButton(key="portfolio_fees", label="Fees"),
-                bt.WidgetButton(key="portfolio_aggregatedfees", label="Aggregated Fees"),
+                bt.WidgetButton(key="product_fees", label="Fees"),
+                bt.WidgetButton(key="product_aggregatedfees", label="Aggregated Fees"),
                 bt.DropDownButton(
                     label="Charts",
                     icon=WBIcon.UNFOLD.icon,

wbportfolio/viewsets/configs/display/__init__.py

@@ -19,9 +19,9 @@ from .claim import (
 from .custodians import CustodianDisplayConfig
 
 from .fees import (
-    FeesAggregatedPortfolioPandasDisplayConfig,
+    FeesAggregatedProductPandasDisplayConfig,
     FeesDisplayConfig,
-    FeesPortfolioDisplayConfig,
+    FeesProductDisplayConfig,
 )
 from .portfolios import (
     PortfolioDisplayConfig,
@@ -52,7 +52,6 @@ from .trades import (
     TradeTradeProposalDisplayConfig,
 )
 from .trade_proposals import TradeProposalDisplayConfig
-from .transactions import TransactionDisplayConfig, TransactionPortfolioDisplayConfig
 from .portfolio_relationship import (
     PortfolioInstrumentPreferredClassificationThroughDisplayConfig,
     InstrumentPortfolioThroughPortfolioModelDisplayConfig,

wbportfolio/viewsets/configs/display/fees.py

@@ -55,7 +55,7 @@ class FeesDisplayConfig(DisplayViewConfig):
         )
 
 
-class FeesPortfolioDisplayConfig(DisplayViewConfig):
+class FeesProductDisplayConfig(DisplayViewConfig):
     def get_list_display(self) -> Optional[dp.ListDisplay]:
         return dp.ListDisplay(
             fields=[
@@ -98,7 +98,7 @@ class FeesPortfolioDisplayConfig(DisplayViewConfig):
                         dp.Field(key="calculated", label="Calculated"),
                         dp.Field(key="currency_fx_rate", label="FX rate", show="open"),
                         dp.Field(key="currency", label="Currency", show="open"),
-                        dp.Field(key="linked_product", label="Product", show="open"),
+                        dp.Field(key="product", label="Product", show="open"),
                     ],
                 ),
             ]
@@ -117,7 +117,7 @@ class FeesPortfolioDisplayConfig(DisplayViewConfig):
         )
 
 
-class FeesAggregatedPortfolioPandasDisplayConfig(DisplayViewConfig):
+class FeesAggregatedProductPandasDisplayConfig(DisplayViewConfig):
     def get_list_display(self) -> Optional[dp.ListDisplay]:
         return dp.ListDisplay(
             fields=[

wbportfolio/viewsets/configs/endpoints/__init__.py

@@ -28,10 +28,10 @@ from .claim import (
 
 from .custodians import CustodianEndpointConfig
 from .fees import (
-    FeesAggregatedPortfolioPandasEndpointConfig,
-    FeesPortfolioEndpointConfig,
+    FeesAggregatedProductPandasEndpointConfig,
+    FeesProductEndpointConfig,
 )
-from .fees import FeesAggregatedPortfolioPandasEndpointConfig, FeesPortfolioEndpointConfig, FeeEndpointConfig
+from .fees import FeesAggregatedProductPandasEndpointConfig, FeesProductEndpointConfig, FeeEndpointConfig
 
 from .portfolios import (
     PortfolioEndpointConfig,
@@ -67,7 +67,6 @@ from .trades import (
     TradeTradeProposalEndpointConfig,
     SubscriptionRedemptionEndpointConfig,
 )
-from .transactions import TransactionEndpointConfig, TransactionPortfolioEndpointConfig
 from .portfolio_relationship import (
     PortfolioInstrumentPreferredClassificationThroughEndpointConfig,
     InstrumentPortfolioThroughPortfolioModelEndpointConfig,

wbportfolio/viewsets/configs/endpoints/fees.py

@@ -6,9 +6,9 @@ class FeeEndpointConfig(EndpointViewConfig):
         return None
 
 
-class FeesPortfolioEndpointConfig(FeeEndpointConfig):
+class FeesProductEndpointConfig(FeeEndpointConfig):
     pass
 
 
-class FeesAggregatedPortfolioPandasEndpointConfig(EndpointViewConfig):
+class FeesAggregatedProductPandasEndpointConfig(EndpointViewConfig):
     pass

wbportfolio/viewsets/configs/menu/__init__.py

@@ -25,6 +25,5 @@ from .products import PRODUCT_MENUITEM, PRODUCTCUSTOMER_MENUITEM
 from .registers import REGISTER_MENUITEM
 from .roles import PORTFOLIOROLE_MENUITEM
 from .trades import SUBSCRIPTION_REDEMPTION_MENUITEM, TRADE_MENUITEM
-from .transactions import TRANSACTION_MENUITEM
 from .portfolio_cash_flow import PORTFOLIO_DAILY_CASH_FLOW
 from .reconciliations import ACCOUNT_RECONCILIATION_MENU_ITEM

wbportfolio/viewsets/configs/titles/__init__.py

@@ -27,8 +27,8 @@ from .claim import (
 from .custodians import CustodianTitleConfig
 
 from .fees import (
-    FeesAggregatedPortfolioTitleConfig,
-    FeesPortfolioTitleConfig,
+    FeesAggregatedProductTitleConfig,
+    FeesProductTitleConfig,
     FeesTitleConfig,
 )
 
@@ -60,6 +60,5 @@ from .trades import (
     TradePortfolioTitleConfig,
     TradeTitleConfig,
 )
-from .transactions import TransactionPortfolioTitleConfig
 from .esg import ESGMetricAggregationPortfolioPandasTitleConfig
 from .assets_and_net_new_money_progression import AssetAndNetNewMoneyProgressionChartTitleConfig

wbportfolio/viewsets/configs/titles/fees.py

@@ -1,7 +1,5 @@
 from wbcore.metadata.configs.titles import TitleViewConfig
 
-from wbportfolio.models import Portfolio
-
 
 class FeesTitleConfig(TitleViewConfig):
     def get_list_title(self):
@@ -14,13 +12,11 @@ class FeesTitleConfig(TitleViewConfig):
         return "New Fees"
 
 
-class FeesPortfolioTitleConfig(FeesTitleConfig):
+class FeesProductTitleConfig(FeesTitleConfig):
     def get_list_title(self):
-        portfolio = Portfolio.objects.get(id=self.view.kwargs["portfolio_id"])
-        return f"Fees: {portfolio.name}"
+        return f"Fees: {self.view.product}"
 
 
-class FeesAggregatedPortfolioTitleConfig(TitleViewConfig):
+class FeesAggregatedProductTitleConfig(TitleViewConfig):
     def get_list_title(self):
-        portfolio = Portfolio.objects.get(id=self.view.kwargs["portfolio_id"])
-        return f"Aggregated Fees for {portfolio.name}"
+        return f"Aggregated Fees for {self.view.product}"

wbportfolio/viewsets/mixins.py

@@ -2,7 +2,7 @@ from django.shortcuts import get_object_or_404
 from django.utils.functional import cached_property
 from wbfdm.models import Instrument
 
-from wbportfolio.models import Portfolio, PortfolioRole
+from wbportfolio.models import Portfolio, PortfolioRole, Product
 
 
 class UserPortfolioRequestPermissionMixin:
@@ -10,6 +10,10 @@ class UserPortfolioRequestPermissionMixin:
     def instrument(self) -> Instrument:
         return get_object_or_404(Instrument, pk=self.kwargs["instrument_id"])
 
+    @cached_property
+    def product(self) -> Instrument:
+        return get_object_or_404(Product, pk=self.kwargs["product_id"])
+
     @cached_property
     def portfolio(self) -> Portfolio:
         return get_object_or_404(Portfolio, id=self.kwargs["portfolio_id"])

wbportfolio/viewsets/products.py

@@ -317,16 +317,16 @@ class ProductPerformanceFeesModelViewSet(
             if date_lte is None and date_gte is None:
                 date_gte, date_lte = get_start_and_end_date_from_date(date.today())
 
-            fees = Fees.valid_objects.filter(linked_product=OuterRef("pk"))
+            fees = Fees.valid_objects.filter(product=OuterRef("pk"))
             if date_gte:
-                fees = fees.filter(transaction_date__gte=date_gte)
+                fees = fees.filter(fee_date__gte=date_gte)
             if date_lte:
-                fees = fees.filter(transaction_date__lte=date_lte)
+                fees = fees.filter(fee_date__lte=date_lte)
 
             management_fees = Coalesce(
                 Subquery(
                     fees.filter(transaction_subtype=Fees.Type.MANAGEMENT)
-                    .values("linked_product")
+                    .values("product")
                     .annotate(sum_management_fees=Sum("total_value"))
                     .values("sum_management_fees")[:1],
                     output_field=FloatField(),
@@ -340,7 +340,7 @@ class ProductPerformanceFeesModelViewSet(
                         Q(transaction_subtype=Fees.Type.PERFORMANCE)
                         | Q(transaction_subtype=Fees.Type.PERFORMANCE_CRYSTALIZED)
                     )
-                    .values("linked_product")
+                    .values("product")
                     .annotate(sum_performance_fees_net=Sum("total_value"))
                     .values("sum_performance_fees_net")[:1],
                     output_field=FloatField(),
@@ -367,7 +367,7 @@ class ProductPerformanceFeesModelViewSet(
                     sum_total_usd=F("sum_management_fees_usd") + F("sum_performance_fees_net_usd"),
                 )
                 .select_related("currency")
-                .prefetch_related("transactions", "prices")
+                .prefetch_related("fees", "prices")
             )
             return qs
 

wbportfolio/viewsets/transactions/__init__.py

@@ -13,9 +13,9 @@ from .claim import (
     ProfitAndLossPandasView,
 )
 from .fees import (
-    FeesAggregatedPortfolioPandasView,
+    FeesAggregatedProductPandasView,
     FeesModelViewSet,
-    FeesPortfolioModelViewSet,
+    FeesProductModelViewSet,
 )
 from .rebalancing import RebalancingModelRepresentationViewSet, RebalancerRepresentationViewSet, RebalancerModelViewSet
 from .trade_proposals import (
@@ -34,8 +34,3 @@ from .trades import (
     TradeRepresentationViewSet,
     TradeTradeProposalModelViewSet,
 )
-from .transactions import (
-    TransactionModelViewSet,
-    TransactionPortfolioModelViewSet,
-    TransactionRepresentationViewSet,
-)

wbportfolio/viewsets/transactions/fees.py

@@ -8,28 +8,28 @@ from wbcore.pandas import fields as pf
 from wbcore.permissions.permissions import InternalUserPermissionMixin
 from wbcore.serializers import decorator
 from wbcore.utils.strings import format_number
+from wbcore.viewsets import ModelViewSet
 
-from wbportfolio.filters import FeesAggregatedFilter, FeesFilter, FeesPortfolioFilterSet
+from wbportfolio.filters import FeesAggregatedFilter, FeesFilter, FeesProductFilterSet
 from wbportfolio.models import Fees
 from wbportfolio.serializers import FeesModelSerializer
 
 from ..configs import (
     FeeEndpointConfig,
-    FeesAggregatedPortfolioPandasDisplayConfig,
-    FeesAggregatedPortfolioPandasEndpointConfig,
-    FeesAggregatedPortfolioTitleConfig,
+    FeesAggregatedProductPandasDisplayConfig,
+    FeesAggregatedProductPandasEndpointConfig,
+    FeesAggregatedProductTitleConfig,
     FeesButtonConfig,
     FeesDisplayConfig,
-    FeesPortfolioDisplayConfig,
-    FeesPortfolioEndpointConfig,
-    FeesPortfolioTitleConfig,
+    FeesProductDisplayConfig,
+    FeesProductEndpointConfig,
+    FeesProductTitleConfig,
     FeesTitleConfig,
 )
 from ..mixins import UserPortfolioRequestPermissionMixin
-from .transactions import TransactionModelViewSet
 
 
-class FeesModelViewSet(TransactionModelViewSet):
+class FeesModelViewSet(UserPortfolioRequestPermissionMixin, InternalUserPermissionMixin, ModelViewSet):
     filter_backends = (
         DjangoFilterBackend,
         filters.OrderingFilter,
@@ -56,27 +56,27 @@ class FeesModelViewSet(TransactionModelViewSet):
 
     def get_queryset(self):
         if self.is_manager:
-            return super().get_queryset().select_related("import_source", "linked_product")
+            return super().get_queryset().select_related("import_source", "product")
         return Fees.objects.none()
 
 
-class FeesPortfolioModelViewSet(FeesModelViewSet):
-    IDENTIFIER = "wbportfolio:portfolio-fees"
+class FeesProductModelViewSet(FeesModelViewSet):
+    IDENTIFIER = "wbportfolio:product-fees"
 
-    filterset_class = FeesPortfolioFilterSet
+    filterset_class = FeesProductFilterSet
 
-    display_config_class = FeesPortfolioDisplayConfig
-    title_config_class = FeesPortfolioTitleConfig
-    endpoint_config_class = FeesPortfolioEndpointConfig
+    display_config_class = FeesProductDisplayConfig
+    title_config_class = FeesProductTitleConfig
+    endpoint_config_class = FeesProductEndpointConfig
 
     def get_queryset(self):
         if self.is_portfolio_manager:
-            return super().get_queryset().filter(portfolio=self.portfolio)
+            return super().get_queryset().filter(product=self.product)
 
         return Fees.objects.none()
 
 
-class FeesAggregatedPortfolioPandasView(
+class FeesAggregatedProductPandasView(
     UserPortfolioRequestPermissionMixin, InternalUserPermissionMixin, ExportPandasAPIViewSet
 ):
     IDENTIFIER = "wbportfolio:aggregetedfees"
@@ -85,9 +85,9 @@ class FeesAggregatedPortfolioPandasView(
 
     queryset = Fees.valid_objects.all()
 
-    display_config_class = FeesAggregatedPortfolioPandasDisplayConfig
-    title_config_class = FeesAggregatedPortfolioTitleConfig
-    endpoint_config_class = FeesAggregatedPortfolioPandasEndpointConfig
+    display_config_class = FeesAggregatedProductPandasDisplayConfig
+    title_config_class = FeesAggregatedProductTitleConfig
+    endpoint_config_class = FeesAggregatedProductPandasEndpointConfig
 
     pandas_fields = pf.PandasFields(
         fields=(
@@ -153,7 +153,7 @@ class FeesAggregatedPortfolioPandasView(
 
     def get_queryset(self):
         if self.is_portfolio_manager:
-            qs = super().get_queryset().filter(portfolio=self.portfolio)
+            qs = super().get_queryset().filter(product=self.product)
             return qs.annotate(
                 currency_fx_rate_usd=CurrencyFXRates.get_fx_rates_subquery(
                     "fee_date", currency="currency", lookup_expr="exact"

{wbportfolio-1.52.1.dist-info → wbportfolio-1.52.2rc0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbportfolio
-Version: 1.52.1
+Version: 1.52.2rc0
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 License-File: LICENSE
 Requires-Dist: cryptography==3.4.*